Until now, there was some evidence that "pointed to the existence of an ocean located under Europa's icy crust." But this is the first time that we have observed an actual water vapor plume, most probably coming out of the moon's icy crust, as Roth explains:

By far the simplest explanation for this water vapor is that it erupted from plumes on the surface of Europa. If those plumes are connected with the subsurface water ocean we are confident exists under Europa's crust, then this means that future investigations can directly investigate the chemical makeup of Europa's potentially habitable environment without drilling through layers of ice. And that is tremendously exciting.

They have been investigating this since December 2012, according to NASA, to make sure these are actual water plumes and that there's not a "more exotic explanation, such as serendipitously observing a rare meteorite impact."

Roth says that "long cracks on Europa's surface, known as lineae, might be venting water vapor into space". These are similar to the the ones detected by Cassini on Enceladus, one of Saturn's moons. The ejections seem to be affected by Jupiter's gravity and the moon's orbital position. In fact, this can confirm the existence of Europa's underground oceans, says Kurt Retherford, one of the research team members:

The apparent plume variability supports a key prediction that Europa should tidally flex by a significant amount if it has a subsurface ocean.

According to NASA, Europa's water plumes don't escape to space because of its gravity: "Instead, it falls back onto the surface after reaching an altitude of 125 miles, according to the Hubble measurements. This could leave bright surface features near the moon's south polar region, the researchers hypothesize."